Estimation of multiple-regime regressions with least absolutes deviation

[1]  Estimators for the Time of Change in Linear Models , 1997 .

[2]  M. Hušková Estimation of a change in linear models , 1996 .

[3]  J. Bai,et al.  Least Absolute Deviation Estimation of a Shift , 1995, Econometric Theory.

[4]  Lajos Horváth,et al.  Detecting Changes in Linear Regressions , 1995 .

[5]  P. Perron,et al.  Estimating and testing linear models with multiple structural changes , 1995 .

[6]  L. Horváth,et al.  Limit theorems for change in linear regression , 1994 .

[7]  J. Bai,et al.  Least squares estimation of a shift in linear processes , 1994 .

[8]  Nonparametric estimation in change-point models , 1993 .

[9]  B. Brodsky,et al.  Nonparametric Methods in Change Point Problems , 1993 .

[10]  Michael J. Dueker The Response of Market Interest Rates to Discount Rate Changes , 1992 .

[11]  L. Dümbgen The Asymptotic Behavior of Some Nonparametric Change-Point Estimators , 1991 .

[12]  D. Pollard Asymptotics for Least Absolute Deviation Regression Estimators , 1991, Econometric Theory.

[13]  Temporal Variation in the Interest-Rate Response to Money Announcements , 1990 .

[14]  D. Pollard Empirical Processes: Theory and Applications , 1990 .

[15]  Gutti Jogesh Babu,et al.  Strong representations for LAD estimators in linear models , 1989 .

[16]  D. Siegmund,et al.  The likelihood ratio test for a change-point in simple linear regression , 1989 .

[17]  Yi-Ching Yao Estimating the number of change-points via Schwarz' criterion , 1988 .

[18]  Y. Yin,et al.  Detection of the number, locations and magnitudes of jumps , 1988 .

[19]  P. Krishnaiah,et al.  19 Review about estimation of change points , 1988 .

[20]  P. K. Bhattacharya Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case , 1987 .

[21]  D. Picard Testing and estimating change-points in time series , 1985, Advances in Applied Probability.

[22]  S. Zacks SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. , 1983 .

[23]  R. Koenker,et al.  Asymptotic Theory of Least Absolute Error Regression , 1978 .

[24]  R. Quandt The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes , 1958 .